Local asymptotics for the area of random walk excursions

We prove a local limit theorem for the area of the positive exursion of random walks with zero mean and finite variance. Our main result complements previous work of Caravenna and Chaumont, Sohier, as well as Kim and Pittel.

Keywords

Random walk, excursion, Airy function, Airy distribution

URI

https://doi.org/10.34657/2606
https://oa.tib.eu/renate/handle/123456789/3353

Citation

Denisov, D., Planat, M., & Saniga, V. (2013). Local asymptotics for the area of random walk excursions (Vol. 2013-19). Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach. https://doi.org//10.14760/OWP-2013-19

Collections

Mathematik
Oberwolfach Preprints (OWP)

License

This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
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